| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2005 |
05-Jul-2005 |
Change |
Change % |
Previous Week |
| Open |
10,273.60 |
10,303.10 |
29.50 |
0.3% |
10,298.10 |
| High |
10,343.80 |
10,389.10 |
45.30 |
0.4% |
10,433.80 |
| Low |
10,273.50 |
10,282.70 |
9.20 |
0.1% |
10,253.50 |
| Close |
10,303.40 |
10,371.80 |
68.40 |
0.7% |
10,303.40 |
| Range |
70.30 |
106.40 |
36.10 |
51.4% |
180.30 |
| ATR |
93.83 |
94.73 |
0.90 |
1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Jul-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,667.07 |
10,625.83 |
10,430.32 |
|
| R3 |
10,560.67 |
10,519.43 |
10,401.06 |
|
| R2 |
10,454.27 |
10,454.27 |
10,391.31 |
|
| R1 |
10,413.03 |
10,413.03 |
10,381.55 |
10,433.65 |
| PP |
10,347.87 |
10,347.87 |
10,347.87 |
10,358.18 |
| S1 |
10,306.63 |
10,306.63 |
10,362.05 |
10,327.25 |
| S2 |
10,241.47 |
10,241.47 |
10,352.29 |
|
| S3 |
10,135.07 |
10,200.23 |
10,342.54 |
|
| S4 |
10,028.67 |
10,093.83 |
10,313.28 |
|
|
| Weekly Pivots for week ending 01-Jul-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,871.13 |
10,767.57 |
10,402.57 |
|
| R3 |
10,690.83 |
10,587.27 |
10,352.98 |
|
| R2 |
10,510.53 |
10,510.53 |
10,336.46 |
|
| R1 |
10,406.97 |
10,406.97 |
10,319.93 |
10,458.75 |
| PP |
10,330.23 |
10,330.23 |
10,330.23 |
10,356.13 |
| S1 |
10,226.67 |
10,226.67 |
10,286.87 |
10,278.45 |
| S2 |
10,149.93 |
10,149.93 |
10,270.35 |
|
| S3 |
9,969.63 |
10,046.37 |
10,253.82 |
|
| S4 |
9,789.33 |
9,866.07 |
10,204.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,433.80 |
10,267.20 |
166.60 |
1.6% |
102.40 |
1.0% |
63% |
False |
False |
|
| 10 |
10,646.20 |
10,253.50 |
392.70 |
3.8% |
100.22 |
1.0% |
30% |
False |
False |
|
| 20 |
10,656.30 |
10,253.50 |
402.80 |
3.9% |
92.19 |
0.9% |
29% |
False |
False |
|
| 40 |
10,656.30 |
10,075.50 |
580.80 |
5.6% |
93.72 |
0.9% |
51% |
False |
False |
|
| 60 |
10,656.30 |
10,000.50 |
655.80 |
6.3% |
104.39 |
1.0% |
57% |
False |
False |
|
| 80 |
10,872.40 |
10,000.50 |
871.90 |
8.4% |
102.19 |
1.0% |
43% |
False |
False |
|
| 100 |
10,984.50 |
10,000.50 |
984.00 |
9.5% |
100.34 |
1.0% |
38% |
False |
False |
|
| 120 |
10,984.50 |
10,000.50 |
984.00 |
9.5% |
98.50 |
0.9% |
38% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,841.30 |
|
2.618 |
10,667.66 |
|
1.618 |
10,561.26 |
|
1.000 |
10,495.50 |
|
0.618 |
10,454.86 |
|
HIGH |
10,389.10 |
|
0.618 |
10,348.46 |
|
0.500 |
10,335.90 |
|
0.382 |
10,323.34 |
|
LOW |
10,282.70 |
|
0.618 |
10,216.94 |
|
1.000 |
10,176.30 |
|
1.618 |
10,110.54 |
|
2.618 |
10,004.14 |
|
4.250 |
9,830.50 |
|
|